Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579712.3523 | 505914.6869 | 73797.6654 | 806880.6525 | 813781.6425 | -6900.99 |
Total P&L (%) | 579.7124 | 505.9147 | 73.7977 | 806.8807 | 813.7816 | -6.901 |
Avg Daily Profit (%) | 0.4106 | 0.3583 | 0.0523 | 0.1563 | 0.1568 | -0.0051 |
Buy And Hold Return (%) | 29.423 | 29.423 | 29.423 | 29.423 | 29.423 | 29.423 |
Max Trade Drawdown | -98405 | -85613 | -87775 | -1371717 | -1098230 | -957601 |
Profit Factor | 2.4681 | 3.6456 | 1.3624 | 1.189 | 1.3929 | 0.9969 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 43.3333 | 58.6207 | 50.8475 | 43.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.3858 | 4.7674 | 0.9617 | 1.1494 | 1.8214 | 0.7037 |
Largest Winning Trade | 288519 | 288519 | 61949 | 715094 | 715094 | 418569 |
Largest Losing Trade | -42456 | -22069 | -42456 | -639693 | -389054 | -639693 |
Avg Bars in Trades | 66 | 73 | 60 | 66 | 73 | 60 |
Avg Bars in Winners | 72 | 94 | 55 | 72 | 94 | 55 |
Avg Bars in Losers | 61 | 56 | 67 | 61 | 56 | 67 |
Bars Traded | 3943 | 2195 | 1748 | 3943 | 2195 | 1748 |
Profit Streak | 0 | 0 | 496.6444 | 0 | 0 | 496.6444 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164848 | 487885 | -126222 | -184331 | 244474 | -579131 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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